Skip to main content
V-Lab

S&P Composite 1500 Communication Services Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.82% (+0.26%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Communication Services Sector Index SGARCH
paramt-stat
ω0.62466.77
α0.08159.51
β0.892585.96
γ1-0.0436-4.35
γ20.05954.05
γ3-0.0127-1.37
γ4-0.0087-0.71
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts